Potential Supervisors affiliated with Department of Mathematics
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Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: elicitability, that is, about reasonable choices of loss functions in the context of forecast comparison and regression; Ito semimartingales and Malliavin Calculus for multiple stochastic integrals.
Dr Gunnar Pruessner
https://www.imperial.ac.uk/people/g.pruessnerAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Nonequilibrium systems
Prof XueMei Li
https://www.imperial.ac.uk/people/xuemei.liAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: stochastic differential equations with regular and singular coefficients, construction of stochastic flows, hypoelliptic SDEs, limit theorems, homogeneizations, mean field stochastic equations, variational formulation for solutions of NavierStokes equations, Transport Equations, and the interplay between geometric structures, such as collapsing of manifolds to lower dimensional objects, and limits of diffusion processes.
Prof Xuesong Wu
x.wu@imperial.ac.ukAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: General Research interests: Fluid mechanics; Applied mathematics. Particular Research Interests: Boundary layer theory; Hydrodynamic instability & Laminarturbulent transition; Nonlinear waves; Aeroacoustics; Combustion instability.
Prof Demetrios Papageorgiou
https://www.imperial.ac.uk/people/d.papageorgiouAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: An applied mathematician working on problems that arise in fluid dynamics.
Martin Hairer
http://www.hairer.org/Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: probability theory and analysis, with a particular focus on the analysis of stochastic PDEs.
Dr Dante Kalise
http://www.imperial.ac.uk/people/d.kalisebalzaAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Scientific Computing and Computational Control Theory. Numerical optimization and optimal control of finite and infinitedimensional dynamical systems. Sparse optimization and control. Multiscale control of agentbased models. Meanfield optimal control and games. Numerical approximation of fully nonlinear PDEs (HamiltonJacobiBellman, Isaacs). Highdimensional approximation, model order reduction. Active vibration control. Feedback control in power electronics. Numerical methods in atmospheric modelling and prediction.
Prof David van Dyk
https://www.imperial.ac.uk/people/d.vandykAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: David van Dyk's scholarly work focuses on methodological and computational issues involved with Bayesian analysis of highly structured statistical models and emphasizes serious interdisciplinary research, especially in astronomy. He is particularly interested in improving the efficiency of computationally intensive methods involving data augmentation, such as EMtype algorithms and various Markov chain Monte Carlo methods
Hemant Khatri
Affiliations: Department of Mathematics
Institutions: Imperial College London
Dr Davoud Cheraghi
http://wwwf.imperial.ac.uk/~dcheragh/Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems and complex analysis.
Dr Nikolas Kantas
http://www.imperial.ac.uk/people/n.kantasAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: developing Monte Carlo methodology for inference and optimisation problems with emphasis to particle methods,
Dr Ben Calderhead
http://www.imperial.ac.uk/people/b.calderheadAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Bayesian Statistics and Markov chain Monte Carlo methodology.
Prof Pierre Degond
http://www.imperial.ac.uk/people/p.degondAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Applied analysis, selforganisation in complex systems applied to biodiversity and sustainability, multiscale numerics
Prof. Sebastian van Strien
http://www2.imperial.ac.uk/~svanstri/Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems
Dr Robert Nürnberg
http://www3.imperial.ac.uk/people/robert.nurnbergAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Numerical methods
Prof. Richard Craster
http://www3.imperial.ac.uk/people/r.crasterAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: PDE modelling
Dr Pavel Berloff
http://www2.imperial.ac.uk/~pberloff/Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Geophysical fluid flows
Prof. Niall Adams
http://www3.imperial.ac.uk/people/n.adamsAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Statistics
Dr Martin Rasmussen
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=m.rasmussen&_adf.ctrlstate=384j3h7mm_1083&_afrRedirect=2829970472440000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems
Prof. Mauricio Barahona
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=m.barahona&_adf.ctrlstate=384j3h7mm_235&_afrRedirect=2828954809315000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Biomathematics
Prof. Jose Carrillo de la Plata
http://www3.imperial.ac.uk/people/carrilloAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Applied and numerical analysis
Prof. Jeroen Lamb
http://www3.imperial.ac.uk/people/jsw.lambAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems
Prof. Henrik Jensen
http://www3.imperial.ac.uk/people/h.jensenAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Complex systems
Prof. Greg Pavliotis
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=g.pavliotis&_adf.ctrlstate=384j3h7mm_1059&_afrRedirect=2829920026465000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Statistical mechanics and stochastic analysis
Dr Gustav Holzegel
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=g.holzegel&_adf.ctrlstate=384j3h7mm_959&_afrRedirect=2829821355738000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Analysis of nonlinear PDEs
Prof. Emma McCoy
http://www3.imperial.ac.uk/people/e.mccoyAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Statistics
Prof. Dimitri Turaev
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=d.turaev&_adf.ctrlstate=384j3h7mm_1111&_afrRedirect=2830016713282000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems
Dr Almut Veraart
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=a.veraart&_adf.ctrlstate=384j3h7mm_883&_afrRedirect=2829674812400000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Statistics
Prof. Ari Laptev
http://www.imperial.ac.uk/people/a.laptevAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Analysis
Dr Axel Gandy
http://www.imperial.ac.uk/AP/faces/pages/read/Home.jsp?person=a.gandy&_adf.ctrlstate=384j3h7mm_87&_afrRedirect=2828309417632000Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Statistics
Dr Colin Cotter
http://www3.imperial.ac.uk/people/colin.cotterAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Geophysical fluid dynamics, scientific computing
Prof. Darryl Holm
http://www3.imperial.ac.uk/people/d.holmAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Nonlinear PDEs
Prof. Dan Crisan
http://www3.imperial.ac.uk/people/d.crisanAffiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Stochastic analysis
Dr David Ham
http://www3.imperial.ac.uk/people/david.hamAffiliations: Department of Computing, Department of Mathematics
Institutions: Imperial College London
Research interests: High performance scientific computing, high level abstractions for simulation programming, automatic code generation, finite element methods